Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$1.36B |
| 2 |
Tesla
TSLA
|
+$984M |
| 3 |
Vanguard FTSE Europe ETF
VGK
|
+$662M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$575M |
| 5 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$574M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$1.05B |
| 2 |
iShares Core MSCI EAFE ETF
IEFA
|
+$505M |
| 3 |
Amazon
AMZN
|
+$473M |
| 4 |
Vanguard Total International Bond ETF
BNDX
|
+$439M |
| 5 |
iShares Core MSCI Europe ETF
IEUR
|
+$346M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.23% |
| 2 | Consumer Discretionary | 2.03% |
| 3 | Financials | 1.67% |
| 4 | Communication Services | 1.15% |
| 5 | Healthcare | 0.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2251
West Fraser Timber
WFG
$5.65B
| $6.37M | ﹤0.01% |
88,060
+21,484
| +32% | +$1.86M |
|
2252
CALL
Ross Stores
ROST
$81.9B
| $6.35M | ﹤0.01% |
75,400
-106,300
| -59% | -$9.02M |
|
2253
iShares ESG MSCI USA Leaders ETF
SUSL
$1.21B
| $6.35M | ﹤0.01% |
102,806
+82,878
| +416% | +$5.72M |
|
|
CS
2254
DELISTED
Credit Suisse Group
CS
| $6.35M | ﹤0.01% |
1,618,776
+1,203,022
| +289% | +$6.35M |
|
2255
CALL
CoStar Group
CSGP
$12.3B
| $6.34M | ﹤0.01% |
91,100
-35,400
| -28% | -$2.46M |
|
2256
D.R. Horton
DHI
$42.3B
| $6.33M | ﹤0.01% |
94,055
-131,255
| -58% | -$9.66M |
|
2257
CALL
WillScot Mobile Mini Holdings
WSC
$4.41B
| $6.33M | ﹤0.01% |
157,000
+55,300
| +54% | +$2.16M |
|
2258
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $6.32M | ﹤0.01% |
142,900
-43,300
| -23% | -$2.14M |
|
|
CTRA
2259
PUT
DELISTED
Coterra Energy
CTRA
| $6.32M | ﹤0.01% |
242,000
-71,000
| -23% | -$2.03M |
|
2260
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.39B
| $6.32M | ﹤0.01% |
188,620
+146,576
| +349% | +$5.23M |
|
2261
CALL
SM Energy
SM
$6.87B
| $6.32M | ﹤0.01% |
167,900
+72,500
| +76% | +$2.85M |
|
2262
Canadian Solar
CSIQ
$1.08B
| $6.3M | ﹤0.01% |
169,267
+47,844
| +39% | +$1.82M |
|
2263
PUT
Danaos Corp
DAC
$2.56B
| $6.29M | ﹤0.01% |
113,000
-42,200
| -27% | -$2.8M |
|
|
NEX
2264
CALL
DELISTED
NexTier Oilfield Solutions Inc.
NEX
| $6.29M | ﹤0.01% |
850,300
+326,700
| +62% | +$2.86M |
|
|
SRG
2265
CALL
Seritage Growth Properties
SRG
$136M
| $6.28M | ﹤0.01% |
696,000
+284,800
| +69% | +$3.26M |
|
2266
PUT
GoDaddy
GDDY
$11.5B
| $6.27M | ﹤0.01% |
88,500
-14,700
| -14% | -$1.11M |
|
2267
CALL
Ally Financial
ALLY
$13.3B
| $6.27M | ﹤0.01% |
225,300
-122,800
| -35% | -$4.08M |
|
|
LAC
2268
PUT
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $6.27M | ﹤0.01% |
239,200
-11,400
| -5% | -$303K |
|
2269
PUT
Qorvo
QRVO
$8.74B
| $6.26M | ﹤0.01% |
78,900
-75,800
| -49% | -$7.33M |
|
|
BBBY
2270
CALL
Bed Bath & Beyond
BBBY
$442M
| $6.26M | ﹤0.01% |
282,810
-173,800
| -38% | -$4.36M |
|
|
SCMA
2271
DELISTED
Seaport Calibre Materials Acquisition Corp. Class A Common Stock
SCMA
| $6.26M | ﹤0.01% |
+623,698
| New | +$6.24M |
|
2272
iShares MSCI Denmark ETF
EDEN
$206M
| $6.26M | ﹤0.01% |
84,165
+61,420
| +270% | +$5.3M |
|
|
DFS
2273
PUT
DELISTED
Discover Financial Services
DFS
| $6.25M | ﹤0.01% |
68,800
-501,000
| -88% | -$50.7M |
|
2274
PUT
Louisiana-Pacific
LPX
$5.49B
| $6.25M | ﹤0.01% |
122,200
-77,900
| -39% | -$4.43M |
|
|
QCON
2275
DELISTED
American Century Quality Convertible Securities ETF
QCON
| $6.25M | ﹤0.01% |
162,813
+13,880
| +9% | +$567K |
|
Similar funds
Jane Street's Q3 2022 Portfolio in Review
As of Q3 2022, Jane Street held 11,057 positions worth $229B, down 3.1% from $236B the previous quarter. Its ten largest holdings account for 35% of the portfolio.
Jane Street's Q3 2022 filing shows 1,520 new, 3,775 increased, 4,205 reduced and 1,444 closed positions. Its largest new stake was iShares Gold Trust: 8,373,079 shares worth $264M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $1.05B.
By sector, the portfolio is most concentrated in Technology at 2.2% of assets, up from 2.1% a quarter earlier, followed by Consumer Discretionary and Financials.
- Jane Street's largest Q3 2022 buy was iShares Gold Trust: 8,373,079 shares worth $264M.
- Jane Street added most to Invesco QQQ Trust in Q3 2022, an estimated $1.36B increase.
- Jane Street's biggest Q3 2022 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $1.05B.
- Jane Street fully exited Vanguard Tax-Exempt Bond Index Fund in Q3 2022, selling an estimated $187M.
- Jane Street's ten largest holdings make up 35% of its $229B portfolio in Q3 2022.
- Jane Street opened 1,520 new positions and closed 1,444 in Q3 2022.
- Jane Street's portfolio value fell 3.1% quarter-over-quarter to $229B.
Based on Jane Street's 13F filing for Q3 2022, filed 15 Nov 2022.